A company is evaluating two investment projects, A and B. Project A has an expected return of 10% and a standard deviation of 12%, while project B has an expected return of 15% and a standard deviation of 18%. The company's risk manager has determined that the correlation between the two projects is 0.6. If the company can invest a total of $1,000,000 in the two projects, what is the optimal allocation of funds between the two projects to minimize the portfolio risk?

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